[PLAT-6727] Added examples of curve calibration with futures. Pricing wi...

...th and whithout convexity adjustment. Convexity adjustment using Hull-White one factor model.

Main addition is the StandardDataSetsMulticurveFuturesEUR. It calibrate EUR curves (Dsc, fwd3m and fwd6m) with STIR futures for the 3M curve. Two possibilities for the calibration: without convexity (discounting) or with convexity adjustments (Hull-White one-factor). The curves are used in the STIRFuturesTransactionHullWhiteMethodE2ETest which tests the pricing of futures from the curve based on futures.

Corrected HullWhiteProviderDiscountBuildingRepository which was not returning the CurveBuildingBlockBundle, line 334 due to an earlier bug introduced in commit 296b1ab1

Reformat some test files to match the 120 char by line limit.

@julianhowarth Could you check it contains all what is needed for the integration tests?
Normally, the @Test annotation would be below the javadoc and immediately above the method definition